New horizon in fuzzy distributions: statistical distributions in continuous domains generated by Choquet integral

In this paper, some statistical properties of the Choquet integral are discussed. As an interesting application of Choquet integral and fuzzy measures, we introduce a new class of exponential-like distributions related to monotone set functions, called Choquet exponential distributions , by combinin...

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Veröffentlicht in:Soft computing (Berlin, Germany) Germany), 2023-08, Vol.27 (15), p.10447-10456
Hauptverfasser: Mehri-Dehnavi, Hossein, Agahi, Hamzeh, Mesiar, Radko
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Agahi, Hamzeh
Mesiar, Radko
description In this paper, some statistical properties of the Choquet integral are discussed. As an interesting application of Choquet integral and fuzzy measures, we introduce a new class of exponential-like distributions related to monotone set functions, called Choquet exponential distributions , by combining the properties of Choquet integral with the exponential distribution. We show some famous statistical distributions such as gamma, logistic, exponential, Rayleigh and other distributions are a special class of Choquet distributions. Then, we show that this new proposed Choquet exponential distribution is better on daily gold price data analysis. Also, a real dataset of the daily number of new infected people to coronavirus in the USA in the period of 2020/02/29 to 2020/10/19 is analyzed. The method presented in this article opens a new horizon for future research.
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subjects Artificial Intelligence
Computational Intelligence
Control
Data analysis
Decision theory
Engineering
Fuzzy Systems and Their Mathematics
Mathematical Logic and Foundations
Mechatronics
Probability distribution functions
Random variables
Robotics
Statistical distributions
title New horizon in fuzzy distributions: statistical distributions in continuous domains generated by Choquet integral
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